Pages that link to "Item:Q5198566"
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The following pages link to Liquidity Models in Continuous and Discrete Time (Q5198566):
Displaying 18 items.
- Liquidation with self-exciting price impact (Q253113) (← links)
- Utility maximization in an illiquid market in continuous time (Q343809) (← links)
- Hedging with temporary price impact (Q513749) (← links)
- Portfolio optimization for a large investor under partial information and price impact (Q684140) (← links)
- A model for a large investor trading at market indifference prices. II: Continuous-time case. (Q748319) (← links)
- Modeling the liquidity effect with the limited participation model: a skeptical view (Q1927817) (← links)
- A limit order book model for latency arbitrage (Q1938985) (← links)
- A model for a large investor trading at market indifference prices. I: Single-period case (Q2339125) (← links)
- Regularized robust optimization: the optimal portfolio execution case (Q2376119) (← links)
- Hedging in an illiquid binomial market (Q2510779) (← links)
- Resilient price impact of trading and the cost of illiquidity (Q2862513) (← links)
- LOCAL RISK-MINIMIZATION WITH MULTIPLE ASSETS UNDER ILLIQUIDITY WITH APPLICATIONS IN ENERGY MARKETS (Q4571703) (← links)
- Trading against disorderly liquidation of a large position under asymmetric information and market impact (Q4606384) (← links)
- A Liquidity-based Model of Security Design (Q4799862) (← links)
- Optimal Investment with Transient Price Impact (Q4971979) (← links)
- Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact (Q5080132) (← links)
- Price manipulation in a market impact model with dark pool (Q5373912) (← links)
- EGARCH Model with Weighted Liquidity (Q5415909) (← links)
